Asymmetric impacts of global risk appetite on the risk premium for an emerging market

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 13, 2008, Pages 3218-3226

  Kanli, Ibrahim Burak ^a  

^a CENTRAL BANK OF THE REPUBLIC OF TURKEY   (Turkey)

Author keywords

Conditional heteroscedasticity models; Econophysics; Emerging markets; Risk appetite; Risk premium

Indexed keywords

DATA ACQUISITION; ECONOMIC ANALYSIS; MARKETING; MATHEMATICAL MODELS;

CONDITIONAL HETEROSCEDASTICITY MODELS; EMERGING MARKETS; RISK APPETITE;

RISK ANALYSIS;

EID: 40949123788     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.01.082     Document Type: Article

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